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Watch M.D. Geist man. It's an old anime though. I don't even think there's any good side in this. Everyone seemed so fucked up to me. And i don't think i ever saw an ending that was SO the opposite of happy. I was in quite a state of "OMGWTFBBQ" what just happened after i saw that ending. Oh and the movie is gory as hell. So if you can't handle seeing bowel, blood, bodyparts flying all over the place all the time and general slaughter of all kind, don't watch it. Well, and it's not really the best Anime ever for sure And after watching this movie back in the old days i was in desperate need of a Cinderalla type happy ending..Hahaha.

Code Geass R2: The Black Knights allied with the Chinese Federation defeated the Holy Britannian Empire and seize control of the world creating a new era. Depends on how you look at it, it may seem like the birth of a peaceful era, while that it also seems to the end of the world in the eyes of others.

Gundam Wing: The terrorists reign as champions of the new world order after eliminating Millardo Peacecraft, the protector of the space colonies and Treize Khushrenada of the Planet Earth. Heero, leader of the terrorists forced Millardo to self-destruct his Gundam, while Heero's rival, Wufei kills Treize. The terrorists won the final battle against honorable leaders of both the space colonies and the world in the planet Earth. Does this count as evil? Or is it more of a holy war?

Rurouni Kenshin: Ishinshishi e no Requiem: The noble and honorable Takimi Shigure gets killed by the protagonist Himura Kenshin because the protagonist was hired by the government as an assassin. Perhaps, you can say that Kenshin is evil. On the contrary, at the same time.. The other guy was causing a revolt to restore the glory of their clan. Kenshin was just doing his job. Nonetheless, the way the anime portrays it. It does look like Shigure was an awesome leader, a very respectable one that watches over his comrades and subordinates, yet he got slaughtered.

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It appears that you are looking for an anime similar to that of the most popular Shin Megami Tensei series. Unfortunately, I haven't come across any animes similar to it. Perhaps, I haven't watched enough of animes to know but its more like that.. Many animes are not original works, they are either based on mangas or visual novels and usually, you don't see Shin Megami Tensei storylines in those that often..

OMG, don't make that mistake. Higurashi is anything but little anime girls running around. Without spoiling anything, it's initial appearance is all a ruse. It sets up some false expectations then proceeds to shock the shit out of you.

Higurashi cemented, if not coined, the term "killer loli"

As you are looking for an anime where evil wins in the end, Higurashi falls into a grey area but probably won't meet your request.

I laughed so much during Black Lagoon, that show is awesome. I wouldn't precisely say it's 'evil wins' though. The characters are all criminals and do some pretty horrible and corrupt things but the it's presented it a... romanticised fashion. You know what they do is wrong and illegal but you can't help but sympathize for them, but that's mostly because some of 'opposition' is more screwed in the head then the main crew. But it's an awesome show with a lot of action that covers some fairly shady and disturbing parts of the criminal underworld and presents them in a way that isn't totally offputting but doesn't lose that crude edge.